+63.6%
EMR vs SHAK
-27.4%
+91.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | -1.2% | -11.0% | +9.7% | +1.0% |
| 30D | -9.4% | -14.0% | +4.6% | -6.8% |
| 3M | +8.6% | +13.3% | -4.7% | +5.5% |
| 6M | +6.7% | -35.3% | +42.0% | +14.4% |
| YTD | +13.1% | -24.0% | +37.0% | +17.4% |
| 1Y | +12.7% | -36.7% | +49.4% | +20.9% |
| 3Y | +58.1% | -5.4% | +63.4% | +55.5% |
| 5Y | +63.6% | -24.9% | +88.6% | +60.1% |
| All | +63.6% | -27.4% | +91.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling